You can DataBind DataReader to Datagrid as shown by the
following code
SqlConnection cnn = new SqlConnection("server=(local);
                                     
database=pubs;Integrated Security=SSPI");
SqlCommand cmd = new SqlCommand("select * from authors",
cnn);

cnn.Open();
MyDataGrid.DataSource = cmd.ExecuteReader
(CommandBehavior.CloseConnection);
MyDataGrid.DataBind();

-Gopi